Zobrazeno 1 - 10
of 35
pro vyhledávání: '"Ebenezer Fiifi Emire Atta Mills"'
Publikováno v:
Journal of Big Data, Vol 11, Iss 1, Pp 1-37 (2024)
Abstract This paper introduces a novel framework for soccer game prediction using advanced machine learning and deep learning techniques, initially focusing on the Dutch Eredivisie League and later expanding to include the Scottish Premiership and th
Externí odkaz:
https://doaj.org/article/de264636c7674e809d14c6a1ee664f6e
Publikováno v:
AIMS Mathematics, Vol 9, Iss 8, Pp 20919-20938 (2024)
This research introduces min-max portfolio optimization models that incorporating transaction costs and focus on robust Entropic value-at-risk. This study offers a unified approach to handl the distribution of random parameters that affect the reward
Externí odkaz:
https://doaj.org/article/1bcdb77ed3f743e49ad3b398407c0095
Publikováno v:
Journal of Business Economics and Management, Vol 21, Iss 2 (2020)
Asset allocation is a critical concern for any investor in the financial market. This paper aims to prioritize five randomly selected firms from the top ten stocks by market capitalization of the Shanghai Stock Exchange (SSE) by opting for adequate f
Externí odkaz:
https://doaj.org/article/7f2151f07f6645ac9d89ea6996e9b2dc
Publikováno v:
Journal of Business Economics and Management, Vol 21, Iss 1 (2020)
This paper assesses the relationship between carbon emissions, economic growth and, energy consumption, in USA and China from the perspective of Granger causality, in a multivariate framework controlling for financial development, urbanization, and t
Externí odkaz:
https://doaj.org/article/e43978ac43a4469888797d1a78bff9cf
Publikováno v:
Journal of Business Economics and Management, Vol 18, Iss 4 (2017)
This paper studies a portfolio optimization problem with variance and Entropic Value-at-Risk (evar) as risk measures. As the variance measures the deviation around the expected return, the introduction of evar in the mean-variance framework helps to
Externí odkaz:
https://doaj.org/article/d1a9318810b94313b787011c80246b88
Satisfying Bank Capital Requirements: A Robustness Approach in a Modified Roy Safety-First Framework
Publikováno v:
Mathematics, Vol 7, Iss 7, p 593 (2019)
This study considers an asset-liability optimization model based on constraint robustness with the chance constraint of capital to risk assets ratio in a safety-first framework under the condition that only moment information is known. This paper aim
Externí odkaz:
https://doaj.org/article/e46da03e622e482c99cf76ea31d0c199
Publikováno v:
Journal of King Saud University - Computer and Information Sciences. 34:7735-7750
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::10d631683185b4a4fab759941601923d
https://doi.org/10.1016/j.jksuci.2022.06.016
https://doi.org/10.1016/j.jksuci.2022.06.016
Publikováno v:
Managerial and Decision Economics. 43:3095-3106
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a0738edac535e7ba20ba28e5265ae5bd
https://doi.org/10.1002/mde.3583
https://doi.org/10.1002/mde.3583
Autor:
Ebenezer Fiifi Emire Atta Mills, Mavis Agyapomah Baafi, Liu Yiling, Bing Li, Juan Dong, Kailin Zeng
Publikováno v:
Sustainable Production and Consumption. 27:587-601
Energy efficiency offers longer-term benefits by enhancing sustainable competitiveness and reducing emissions. This study first applies a dynamic data envelopment analysis (DEA) model with energy stock as a carry-over indicator to measure the inter-t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::229e6fe16e83a4549b1d98b3318d9bbd
https://doi.org/10.1016/j.spc.2021.01.027
https://doi.org/10.1016/j.spc.2021.01.027
Publikováno v:
Finance Research Letters. 53:103613
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d43b6a4243b835b060680f95f9f86c97
https://doi.org/10.1016/j.frl.2022.103613
https://doi.org/10.1016/j.frl.2022.103613